| Metric | 3483036:ethusd:double_slow_high_gx:kama180_45 | 3483036:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 111.99% | 22.57% |
| Max Drawdown | -15.62% | -63.95% |
| Sharpe | 1.01 | 0.28 |
| Sortino | 1.75 | 0.4 |
| Payoff Ratio | 1.22 | 1.25 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 1.51 | 1.08 |
| CPC Index | 0.81 | 0.66 |
| Tail Ratio | 1.14 | 1.04 |
| Outlier Win Ratio | 20.46 | 3.2 |
| Outlier Loss Ratio | 4.34 | 3.18 |
| Volatility (ann.) | 14.75% | 35.15% |
| R^2 | 0.17 | 0.17 |
| Calmar | 4.72 | 0.25 |
| Skew | 2.1 | 0.15 |
| Kurtosis | 19.62 | 10.01 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.52% | 1.2% |
| Expected Yearly % | 45.6% | 10.71% |
| Kelly Criterion | 8.67% | 10.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -3.0% |
| Expected Shortfall (cVaR) | -1.23% | -3.0% |
| Year | 3483036:ETHUSD | 3483036:ethusd:double_slow_high_gx:kama180_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.20 | 22.61 | -4.35 | + |
| 2025 | 29.29 | 72.90 | 2.49 | + |
| Metric | 3483036:ethusd:double_slow_high_gx:kama180_45 | 3483036:ETHUSD |
|---|---|---|
| MTD | 3.34% | 16.43% |
| 3M | 30.43% | 66.69% |
| 6M | 72.9% | 63.56% |
| YTD | 72.9% | 29.29% |
| 1Y | 131.46% | 65.02% |
| 3Y (ann.) | 73.64% | 16.12% |
| 5Y (ann.) | 73.64% | 16.12% |
| Metric | 3483036:ethusd:double_slow_high_gx:kama180_45 | 3483036:ETHUSD |
|---|---|---|
| Max Drawdown | -15.62% | -63.95% |
| Longest DD Days | 164.0 | 235.0 |
| Avg. Drawdown | -4.48% | -16.45% |
| Avg. Drawdown Days | 22.0 | 49.0 |
| Recovery Factor | 7.17 | 0.35 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2024-12-04 | -15.62 | 22 |
| 2024-05-27 | 2024-11-07 | -15.57 | 164 |
| 2024-12-06 | 2025-05-08 | -10.19 | 153 |
| 2025-05-14 | 2025-07-10 | -9.95 | 57 |
| 2025-07-21 | 2025-08-11 | -7.83 | 20 |
| 2024-05-23 | 2024-05-27 | -5.31 | 4 |
| 2025-05-11 | 2025-05-13 | -5.15 | 2 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2025-07-18 | 2025-07-20 | -3.50 | 2 |
| 2024-11-10 | 2024-11-11 | -2.76 | 1 |
| Metric | 3483036:ethusd:double_slow_high_gx:kama180_45 | 3483036:ETHUSD |
|---|---|---|
| Best Day | 7.85% | 16.51% |
| Worst Day | -4.84% | -14.0% |
| Best Week | 19.96% | 27.26% |
| Worst Week | -6.39% | -20.52% |
| Best Month | 33.34% | 48.75% |
| Worst Month | -6.39% | -32.24% |
| Best Year | 72.9% | 29.29% |
| Worst Year | 22.61% | -5.2% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -0.97% | -0.96% |
| Avg. Up Week | 6.64% | 10.9% |
| Avg. Down Week | -2.56% | -5.63% |
| Avg. Up Month | 16.58% | 30.32% |
| Avg. Down Month | -2.97% | -5.58% |
| Win Days % | 49.73% | 50.48% |
| Win Month % | 58.33% | 35.29% |
| Win Week % | 53.12% | 52.05% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |